MGKQX vs. MSEGX
Compare and contrast key facts about Morgan Stanley Global Permanence Portfolio (MGKQX) and Morgan Stanley Institutional Growth Portfolio (MSEGX).
MGKQX is managed by Morgan Stanley. It was launched on Apr 29, 2019. MSEGX is an actively managed fund by Morgan Stanley. It was launched on Apr 2, 1991.
Performance
MGKQX vs. MSEGX - Performance Comparison
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MGKQX vs. MSEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MGKQX Morgan Stanley Global Permanence Portfolio | -3.40% | 5.52% | 10.81% | 20.89% | -19.81% | 19.55% | 27.09% | 6.40% |
MSEGX Morgan Stanley Institutional Growth Portfolio | -15.42% | 24.43% | 46.29% | 49.87% | -60.27% | -0.31% | 115.11% | 11.97% |
Returns By Period
In the year-to-date period, MGKQX achieves a -3.40% return, which is significantly higher than MSEGX's -15.42% return.
MGKQX
- 1D
- 3.56%
- 1M
- -4.75%
- YTD
- -3.40%
- 6M
- -21.98%
- 1Y
- -2.35%
- 3Y*
- 6.27%
- 5Y*
- 4.57%
- 10Y*
- —
MSEGX
- 1D
- 4.54%
- 1M
- -4.32%
- YTD
- -15.42%
- 6M
- -22.09%
- 1Y
- 15.60%
- 3Y*
- 25.22%
- 5Y*
- -1.90%
- 10Y*
- 15.47%
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MGKQX vs. MSEGX - Expense Ratio Comparison
MGKQX has a 0.95% expense ratio, which is higher than MSEGX's 0.87% expense ratio.
Return for Risk
MGKQX vs. MSEGX — Risk / Return Rank
MGKQX
MSEGX
MGKQX vs. MSEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Permanence Portfolio (MGKQX) and Morgan Stanley Institutional Growth Portfolio (MSEGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| MGKQX | MSEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.06 | 0.54 | -0.60 |
Sortino ratioReturn per unit of downside risk | 0.10 | 1.00 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.12 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | -0.16 | 0.57 | -0.73 |
Martin ratioReturn relative to average drawdown | -0.38 | 1.50 | -1.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MGKQX | MSEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.06 | 0.54 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | -0.05 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.40 | -0.04 |
Correlation
The correlation between MGKQX and MSEGX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MGKQX vs. MSEGX - Dividend Comparison
Neither MGKQX nor MSEGX has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGKQX Morgan Stanley Global Permanence Portfolio | 0.00% | 0.00% | 21.29% | 5.29% | 1.80% | 16.33% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSEGX Morgan Stanley Institutional Growth Portfolio | 0.00% | 0.00% | 0.42% | 0.00% | 18.70% | 26.52% | 10.03% | 22.75% | 5.67% | 22.18% | 13.17% | 7.76% |
Drawdowns
MGKQX vs. MSEGX - Drawdown Comparison
The maximum MGKQX drawdown since its inception was -33.07%, smaller than the maximum MSEGX drawdown of -69.57%. Use the drawdown chart below to compare losses from any high point for MGKQX and MSEGX.
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Drawdown Indicators
| MGKQX | MSEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.07% | -69.57% | +36.50% |
Max Drawdown (1Y)Largest decline over 1 year | -25.97% | -27.83% | +1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -30.96% | -69.57% | +38.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.57% | — |
Current DrawdownCurrent decline from peak | -23.27% | -26.90% | +3.63% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -19.49% | +11.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.84% | 10.60% | +0.24% |
Volatility
MGKQX vs. MSEGX - Volatility Comparison
The current volatility for Morgan Stanley Global Permanence Portfolio (MGKQX) is 6.88%, while Morgan Stanley Institutional Growth Portfolio (MSEGX) has a volatility of 9.47%. This indicates that MGKQX experiences smaller price fluctuations and is considered to be less risky than MSEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGKQX | MSEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 9.47% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 24.31% | 22.11% | +2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.28% | 33.40% | -6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.62% | 39.79% | -16.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 33.63% | -9.79% |